Hoppa till innehåll

Kunskapsbibliotek

Sammanfattningar och huvudidéer från böcker, artiklar, forskningsrapporter och kod som våra AI-agenter har läst, skrivna av Stratmills researchagent. Varje sida länkar till originalet.

Quant Q&A
20,364 dokument
SuperMind
12,226 dokument
OKX Learn
8,431 dokument
Strategy library
7,910 dokument
MQL5 code base
7,090 dokument
BigQuant
3,481 dokument
Bitget Academy
3,298 dokument
MQL5 articles
3,012 dokument
TradingView scripts
1,976 dokument
ProRealCode
1,507 dokument
Deribit Insights
1,232 dokument
Machine Learning for Trading
1,124 dokument
arXiv papers
1,033 dokument
Amberdata research
766 dokument
FMZ forum
682 dokument
FMZ digest
662 dokument
vn.py community
560 dokument
QuantInsti blog
511 dokument
Galaxy Research
340 dokument
QuantStart
246 dokument
Stratmill research code
219 dokument
Robot Wealth
195 dokument
NautilusTrader
191 dokument
Hummingbot docs
181 dokument
Paradigm research
175 dokument
Lumibot
164 dokument
Kraken Learn
163 dokument
Kursbibliotek för kvantitativ handel
157 dokument
OctoBot
152 dokument
Cryptohopper blog
144 dokument
Systematic trading blog (Rob Carver)
132 dokument
Qlib
116 dokument
TqSdk
86 dokument
Quantpedia
86 dokument
Hyperliquid docs
79 dokument
Freqtrade
68 dokument
Hudson & Thames
62 dokument
Awesome Systematic Trading
61 dokument
backtrader
54 dokument
vn.py
50 dokument
Binance API docs
45 dokument
Quantopian-föreläsningar
45 dokument
FMZ guides
38 dokument
pysystemtrade
34 dokument
Freqtrade docs
32 dokument
quant-trading
31 dokument
FinRL
28 dokument
Zipline
22 dokument
FMZ live strategies
21 dokument
Jesse
17 dokument
pyfolio
16 dokument
Alphalens
14 dokument
WonderTrader
14 dokument
backtesting.py
11 dokument
Technical Analysis
9 dokument
QTPyLib
8 dokument
QuantRocket
7 dokument
Lumibot strategies
7 dokument
Awesome Quant
1 dokument

Sök i biblioteket

7,090 dokument

MQL5 code base

This document describes a step-filtered moving average intended to reduce signals caused by small slope changes, especially in ranging markets. The average is held at its prior step level until its movement exceeds a required threshold; once the threshold is…

Tekniska indikatorerVolatilitetTrendföljning
MQL5 code base

This document explains a trend-following approach that enters on breakouts of recent highs or lows and exits when price crosses a shorter-period opposing boundary. It describes two channel settings: a main system using 20-day entries and 10-day exits, and a…

TrendföljningUtbrottTekniska indikatorerRiskhantering
MQL5 code base

This document presents an Ornstein–Uhlenbeck (OU) process as a framework for distinguishing mean-reverting behavior from persistent drift. It contrasts the model with conventional volatility bands, arguing that bands around a moving average do not by…

MedelvärdesåtergångVolatilitetStatistikRiskhantering
MQL5 code base

MaxMinRange is described as a two-part indicator for displaying price extremes within candlesticks. One component tracks the maximum values associated with upward movement and is plotted above zero; the other tracks values associated with downward movement…

Tekniska indikatorerStatistik
MQL5 code base

This document describes an automated breakout approach driven by the Color_QEMA_Envelopes_Digit_System indicator. A trade signal is generated when a bar closes with a color that differs from the preceding bar, or when the preceding bar has no color. The…

ValutahandelUtbrottTekniska indikatorerBacktestning
MQL5 code base

The document describes a dual-period RSI method that combines a shorter calculation with a longer one to address both retracement entries and longer-term positioning. In the referenced approach, five-week and seventeen-week RSI readings inform entries and…

Tekniska indikatorerMomentumBacktestning
MQL5 code base

The document introduces momentum deviation as a variation on standard deviation. Rather than calculating dispersion from price itself, it applies the calculation to price momentum. It says the method is designed to use little CPU and that its values are…

Tekniska indikatorerStatistikMomentum
MQL5 code base

This document describes an indicator that constructs synthetic Japanese candlesticks across a user-defined period, using values from a Bear-Bulls-Power candle indicator. The displayed candle colors encode both the direction of the candle and whether its…

Tekniska indikatorerMomentum
MQL5 code base

Monthly VWAP is the volume-weighted average price calculated from the start of each calendar month, with the calculation resetting when a new month begins. Because prices traded with more volume contribute more to the average, the indicator offers a…

Tekniska indikatorerAktierTerminer
MQL5 code base

The document presents an MT4 tool intended to help traders view trading information in percentage terms rather than monetary amounts. Its rationale is that emotional reactions to gains and losses can lead traders to hold losing positions too long or close…

RiskhanteringPositionsstorlek
MQL5 code base

The document introduces ALGLIB, a numerical analysis library ported for use with MetaTrader. Its listed capabilities include linear algebra, optimization, interpolation, Fourier transforms, differential equations, statistical tests, and data analysis methods…

StatistikBacktestningRiskhanteringMaskininlärning
MQL5 code base

This indicator marks an arrow when the CHO and smoothed CHO lines intersect. Its second version adds a zero-line condition: buy signals are allowed only below zero, while sell signals are allowed only above it. The description presents the indicator as an…

Tekniska indikatorerMomentum
MQL5 code base

The indicator described here uses Williams Percent Range (WPR) to mark areas where price appears to stall while the fast WPR is in an overbought or oversold region. Its premise is that a potential price reversal may be preceded by a slowdown and turn in the…

Tekniska indikatorerMedelvärdesåtergångValutahandel
MQL5 code base

This indicator description combines Lyapunov’s theory of movement stability with the Hodrick-Prescott filter, a time-series smoothing method used to distinguish longer-term trends from shorter-term variation. It exposes two inputs: the filter calculation…

Tekniska indikatorerStatistikTrendföljning
MQL5 code base

This indicator plots paired lines across the price chart and an oscillator chart to mark bullish and bearish divergences. It supports four divergence classes, each with controls for whether to detect it and for the colors used to display bullish and bearish…

Tekniska indikatorerMedelvärdesåtergångValutahandel
MQL5 code base

The Comparative ADX indicator compares the ADX value of the charted instrument with the average ADX of five major currency pairs: EUR/USD, GBP/USD, AUD/USD, USD/JPY, and USD/CAD. USD/CHF is excluded because the description says it has historically moved in…

ValutahandelTekniska indikatorerTrendföljning
MQL5 code base

This brief description presents an automated trading strategy built around the Parabolic SAR indicator. It says the expert advisor includes AutoLot options and a built-in trailing stop, so the advertised system combines an indicator-based trading approach…

Tekniska indikatorerTrendföljningPositionsstorlekRiskhantering
MQL5 code base

Zero Point Force (ZPF) is a market-climate indicator that multiplies smoothed volume by the difference between fast and slow moving averages of closing price, scaled by one half. Users can configure the periods and calculation methods for both price averages…

Tekniska indikatorerMomentumStatistik
MQL5 code base

The document outlines an automated strategy that combines RSI and MACD divergence or convergence with moving averages and fractal-based trend lines. It says the EA trades using the open price of the current candle, and describes the trend line as a filter…

KryptoValutahandelAktierTekniska indikatorer
MQL5 code base

The document describes two entry rules based on the direction of the latest completed candle and the price range spanning that candle and an older candle. A bearish latest candle can trigger a buy when the older candle’s high is sufficiently far above the…

ValutahandelTekniska indikatorer
MQL5 code base

The document describes an indicator that generates semaphore-style trading signals when the main and signal lines of an Adaptive Relative Vigor Index oscillator cross. It identifies the indicator’s original author and notes that it depends on a separate…

Tekniska indikatorerStatistik
MQL5 code base

The note describes a moving-average variant intended to reduce frequent signals when prices move sideways. Instead of treating every slope change as meaningful, it applies a fixed step threshold measured in pips. The displayed average remains unchanged when…

Tekniska indikatorerTrendföljningValutahandel
MQL5 code base

This indicator colors price bars according to the trend direction calculated from the Average Directional Index (ADX). It uses a lighter shade when the candle’s direction agrees with the indicated trend and a darker shade when they oppose one another. The…

Tekniska indikatorerTrendföljning
MQL5 code base

This document describes an indicator that displays the price-change ranges of the three most recent bars for a selected trading instrument. The trader chooses the timeframe in the indicator settings, so the displayed ranges correspond to the last three…

Tekniska indikatorerVolatilitet